+520.8%
EWT vs ALLY
+178.1%
+342.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +2.1% | -1.9% | +4.1% | +2.6% |
| 30D | +9.4% | -4.5% | +13.9% | +10.6% |
| 3M | +10.9% | -2.8% | +13.7% | +11.6% |
| 6M | +57.9% | +10.3% | +47.6% | +53.8% |
| YTD | +75.9% | -5.7% | +81.6% | +77.6% |
| 1Y | +89.7% | +3.9% | +85.8% | +86.6% |
| 3Y | +200.9% | +64.7% | +136.2% | +159.5% |
| 5Y | +154.5% | -2.6% | +157.1% | +140.8% |
| 10Y | +520.8% | +186.0% | +334.8% | +373.6% |
| All | +520.8% | +178.1% | +342.7% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling